They forced us to scour the internet for the key to the Yellow King after watching True Detective, convinced us to fall in love with fantasy via Game of Thrones and even managed to make us eager to spend each week in Baltimore thanks to The Wire. Now HBO is hoping that audiences will tune in to find out what happens after the end of the world.

Last week saw the US debut of The Leftovers, which will air on Sky Atlantic this autumn. Adapted from Tom Perrotta's bestselling novel by Damon Lindelof, the man behind the mystical island drama Lost, and starring Justin Theroux, Liv Tyler and Christopher Eccleston, it's arguably HBO's most risky drama yet, which is saying something from the channel that gave us the dragons and double-crossing of Game of Thrones.

On the surface The Leftovers appears a fairly straightforward proposition: there's a small town setting (upstate New York), an attractive cast (Theroux, currently better known for his writing and as the partner of Jennifer Aniston, is particularly good as the troubled local police chief), and strong source material (Perrotta's 2011 novel was a New York Times Notable Book). Yet what makes it such a gamble is the subject matter.

Set three years after 2% of the world's population have disappeared in a mysterious Rapture-like event, The Leftovers is concerned not with what happened to the departed but with how it affected those left behind. The result is a brooding, pain-filled examination of grief and loss that is, in the opening episode at least, quietly devastating to watch.

"We're really exploring the struggle to continue after an event like that and whether or not the world has completely changed," says Perrotta, who helped adapt his novel for television. "It's about whether each life has been completely interrupted in some permanent way and about the human hunger for answers."

Early reaction in the US has been mixed. The New York Times worried about the pace, arguing that "not all viewers will have the patience for a slow, oblique narrative build-up", and while critics have praised the show's strong writing and almost hypnotic atmosphere, there have been suggestions that the premise is simply too bleak. The opening episode drew a respectable if not earth-shattering 1.8 million US viewers, but industry eyes are on Sunday night's ratings with social media commentary suggesting the show is too depressing to be a hit.

"This is a golden age of really dark storytelling, but I suppose it is possible that we may have gone too dark, we'll find out," admits Perrotta. "The question for us is does it make you think about things that you wouldn't otherwise think about?"

Matters are further complicated by the legacy of Lost. Lindelof admits he struggled to come to terms with the opprobrium that show's ambiguous, quasi-religious ending received, and much of the early criticism surrounding The Leftovers centres on the fact it is a drama not about what happened to make these people disappear but rather one about what happens after they're gone.

"If you come into this show wanting to know where these people went and why then you're not going to like watching," Lindelof admits. "That's not the show we wrote, because the book Tom wrote was more interested in presenting a world where characters weren't going to get answers. Hopefully people invest in the characters and the story we are telling."

In fact, Lindelof and Perrotta are not alone in viewing the apocalypse as a jumping-off point for discussing how we deal with loss and grief: a large swath of recent and upcoming fiction, from Sandra Newman's The Country of Ice Cream Star and Louise Welsh's A Lovely Way To Burn to Emily St John Mandel's Station Eleven, which is published in September, tackles the question not how does the world end but what happens to those who survive? "I was interested in what remains after an event like this," says Mandel, whose ambitious and addictive novel is set 19 years after a pandemic has devastated the world. "You can lose almost everything and still have memory, friendship and loss."

Perrotta, who wrote The Leftovers in part as a response to the events of 9/11 a decade earlier, agrees. "I researched a lot of Rapture literature because millions of Americans believe this will happen in their time, and what struck me was that these books left out the grief. I felt that the main truth was that those who were left would feel grief, and bewilderment and a need to understand what had occurred."

Yet while such dark and difficult themes are easily absorbed on the page, they can overwhelm on the television screen. The opening episode of The Leftovers contains numerous scenes that hit extraordinarily close to home for anyone who has experienced the devastating numbness of grief and the show's success or otherwise may ultimately be determined by our capacity to experience pain in the name of entertainment.

"It is possible people will be overwhelmed," admits Lindelof. "The question is, are these emotions that you want to experience? The answer may well be maybe not, but there is also a certain release in thinking, well I actually feel better about my life after having experienced theirs."